I'm afraid it's not really an option, but there's another way: Go to your music library, right-click on any mp3 file and select Open With, and find Spotify. The file then opens in Spotify. After this move all the MP3 files should open with Spotify as default.
I hope that helps!
SebastyRock Star 16
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This does address the real issue, as I think many are trying to set it as their media player for their keyboards and such. I don't always have a file ready, and just need to open my media player (spotify).
A good method is to just right click spotify in search or the spotify icon if its on your desktop and pin it to your task or start menu so its easy to access. Sadly theres no way to set as defualt or link to your keyboard for ease of access.